Futures

About 16 min

Get the list of futures exchanges

Request: FutureExchangeRequest

Parameters

Parameter	Type	Required	Description
secType	String	Yes	Contract type. "FUT": futures, "FOP": futures options (the market for futures options is not yet available)
lang	Language	No	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureExchangeItem objects

The specific fields of the FutureExchangeItem object are described as follows:

Name	Type	Description
code	String	exchange code
name	String	exchange name
zoneId	String	Transaction time zone

Example

FutureExchangeResponse response = client.execute(FutureExchangeRequest.newRequest(SecType.FUT.name()));
System.out.println(response.getFutureExchangeItems());

Response example

[FutureExchangeItem{code='CME', name='CME', zoneId='America/Chicago'}, FutureExchangeItem{code='NYMEX', name='NYMEX', zoneId='America/New_York'}, FutureExchangeItem{code ='COMEX', name='COMEX', zoneId='America/New_York'}, FutureExchangeItem{code='SGX', name='SGX', zoneId='Singapore'}, FutureExchangeItem{code='HKEX', name ='HKEX', zoneId='Asia/Hong_Kong'}, FutureExchangeItem{code='CBOT', name='CBOT', zoneId='America/Chicago'}, FutureExchangeItem{code='CBOE', name='CBOE' , zoneId='America/Chicago'}]

Query the futures contract according to the contract code

Request: FutureContractByConCodeRequest

How to deal with the first notice day and the last trading day: Whether it is the first notice day or the final settlement day, the main trading month will be transferred to the next month contract, which will make the liquidity of the expiring month worse, so it is recommended not to Whether it is a long order or a short order, before the first notice day and the last trading day is approaching, transfer or trade the next month's contract.

Parameters

Parameter	Type	Required	Description
contractCode	String	Yes	symbol of the contract, such as CN1901
lang	Language	No	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

Name	Type	Description
type	String	The trading variety corresponding to the futures contract, such as CL
name	String	The name of the contract, there are simplified and English names, returned according to the parameter lang
ibCode	String	Transaction contract code, used when placing an order. Such as: CL
contractCode	String	Contract code, for example, CL1901
contractMonth	String	Contract delivery month
exchangeCode	String	Exchange code
exchange	String	Exchange symbol
multiplier	BigDecimal	Contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
minTick	BigDecimal	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements
lastTradingDate	String	Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	String	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
currency	String	The currency of the transaction
continuous	boolean	Whether the contract is continuous
trade	boolean	Whether it can be traded

Example

FutureContractResponse response = client.execute(FutureContractByConCodeRequest.newRequest("CN2203"));
System.out.println(response.getFutureContractItem());

Response Example

FutureContractItem{type='CL', name='Light Crude Oil - Mar 2022', ibCode='CL', contractCode='CL2203', contractMonth='202203', exchangeCode='NYMEX', multiplier=1000, minTick=0.01 , lastTradingDate='20220222', firstNoticeDate='20220224', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Get the tradable contracts under the exchange

Request: FutureContractByExchCodeRequest

Parameters

Parameter	Type	Required	Description
exchangeCode	String	Yes	exchange code
lang	Language	no	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureContractItem objects

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	String	The trading variety corresponding to the futures contract, such as CL
name	String	The name of the contract, there are simplified and English names, returned according to the parameter lang
ibCode	String	Transaction contract code, used when placing an order. Such as: CL
contractCode	String	Contract code, for example, CL1901
contractMonth	String	Contract delivery month
exchangeCode	String	Exchange code
exchange	String	Exchange symbol
multiplier	BigDecimal	Contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
minTick	BigDecimal	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements
lastTradingDate	String	Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	String	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
currency	String	The currency of the transaction
continuous	boolean	Whether the contract is continuous
trade	boolean	Whether it can be traded

Example

FutureBatchContractResponse response = client.execute(FutureContractByExchCodeRequest.newRequest("CME"));
System.out.println(response.getFutureContractItems());

Response example

[FutureContractItem{type='MEUR', name='E-Micro EUR/USD - main', ibCode='M6E', contractCode='MEURmain', contractMonth='', exchangeCode='GLOBEX', multiplier=12500, minTick =0.0001, lastTradingDate='', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
  FutureContractItem{type='MEUR', name='E-Micro EUR/USD - Jun 2022', ibCode='M6E', contractCode='MEUR2206', contractMonth='202206', exchangeCode='GLOBEX', multiplier=12500, minTick=0.0001, lastTradingDate='20220613', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='MEUR', name='E-Micro EUR/USD - Mar 2022', ibCode='M6E', contractCode='MEUR2203', contractMonth='202203', exchangeCode='GLOBEX', multiplier=12500, minTick=0.0001, lastTradingDate='20220314', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - Jun 2022', ibCode='CHF', contractCode='CHF2206', contractMonth='202206', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate='20220613', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - main', ibCode='CHF', contractCode='CHFmain', contractMonth='', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate= '', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - Dec 2022', ibCode='CHF', contractCode='CHF2212', contractMonth='202212', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate='20221219', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}
]

Query all contracts of the specified symbol

Request: FutureContractsRequest

Parameters

Parameter	Type	Required	Description
type	String	yes	The trading variety corresponding to the futures contract, such as CL
lang	Language	yes	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureContractItem objects

The specific fields of the FutureContractItem object are described as follows:

Name	Type	Description
type	String	The trading variety corresponding to the futures contract, such as CL
name	String	The name of the contract, there are simplified and English names, returned according to the parameter lang
ibCode	String	Transaction contract code, used when placing an order. Such as: CL
contractCode	String	Contract code, for example, CL1901
contractMonth	String	Contract delivery month
exchangeCode	String	Exchange code
exchange	String	Exchange symbol
multiplier	BigDecimal	Contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
minTick	BigDecimal	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements
lastTradingDate	String	Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	String	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
currency	String	The currency of the transaction
continuous	boolean	Whether the contract is continuous
trade	boolean	Whether it can be traded

Example

     FutureContractsResponse contractResponse = client.execute(FutureContractsRequest.newRequest("CN"));
     System.out.println(contractResponse.getFutureContractItems());

Response example

[FutureContractItem{type='CN', name='China A50 Index - Aug 2022', ibCode='XINA50', contractCode='CN2208', contractMonth='202208', exchangeCode='SGX', multiplier=1, minTick= 1, lastTradingDate='20220830', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Sep 2022', ibCode='XINA50', contractCode='CN2209', contractMonth='202209', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20220929', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Oct 2022', ibCode='XINA50', contractCode='CN2210', contractMonth='202210', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20221028', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Dec 2022', ibCode='XINA50', contractCode='CN2212', contractMonth='202212', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20221229', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Mar 2023', ibCode='XINA50', contractCode='CN2303', contractMonth='202303', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20230330', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}]

Query the continuous contract of the specified symbol

Request: FutureContinuousContractRequest

Parameter

Parameter	Type	Required	Description
type	String	yes	the trading variety corresponding to the futures contract, such as CL
lang	Language	yes	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

Name	Type	Description
type	String	The trading variety corresponding to the futures contract, such as CL
name	String	The name of the contract, there are simplified and English names, returned according to the parameter lang
ibCode	String	Transaction contract code, used when placing an order. Such as: CL
contractCode	String	Contract code, for example, CL1901
contractMonth	String	Contract delivery month
exchangeCode	String	Exchange code
exchange	String	Exchange symbol
multiplier	BigDecimal	Contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
minTick	BigDecimal	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements
lastTradingDate	String	Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	String	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
currency	String	The currency of the transaction
continuous	boolean	Whether the contract is continuous
trade	boolean	Whether it can be traded

Example

FutureContractResponse cl = client.execute(FutureContinuousContractRequest.newRequest("CL"));
System.out.println(cl.getFutureContractItem());

Example Response

FutureContractItem{type='ES', name='E-mini S&P 500 - main', ibCode='ES', contractCode='ESmain', contractMonth='', exchangeCode='GLOBEX', multiplier=50, minTick=0.25 , lastTradingDate='', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Query the current contract of the specified symbol

Request: FutureCurrentContractRequest

Description

Query the current contract of the specified product, that is, the main chain of the contract

Parameters

Parameter	Type	Required	Description
type	String	Yes	the trading variety corresponding to the futures contract, such as CL
lang	Language	No	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

Name	Type	Description
type	String	The trading variety corresponding to the futures contract, such as CL
name	String	The name of the contract, there are simplified and English names, returned according to the parameter lang
ibCode	String	Transaction contract code, used when placing an order. Such as: CL
contractCode	String	Contract code, for example, CL1901
contractMonth	String	Contract delivery month
exchangeCode	String	Exchange code
exchange	String	Exchange symbol
multiplier	BigDecimal	Contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
minTick	BigDecimal	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements
lastTradingDate	String	Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	String	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
currency	String	The currency of the transaction
continuous	boolean	Whether the contract is continuous
trade	boolean	Whether it can be traded

Example

FutureContractResponse response = client.execute(FutureCurrentContractRequest.newRequest("CL"));
System.out.println(response.getFutureContractItem());

Response example

FutureContractItem{type='CL', name='Light Crude Oil - Mar 2022', ibCode='CL', contractCode='CL2203', contractMonth='202203', exchangeCode='NYMEX', multiplier=1000, minTick=0.01 , lastTradingDate='20220222', firstNoticeDate='20220224', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Query the trading time of the specified futures contract

Request: FutureTradingDateRequest

Parameters

Parameter	Type	Required	Description
contractCode	String	Yes	Futures contract code, such as CL1901
tradingDate	Long/String	Yes	Timestamp of trading day

Response

FutureTradingDateItem object

The specific fields of FutureTradingDateItem are described as follows:

Name	Type	Description
tradingTimes	List<TimeSection>	Trading times
biddingTimes	List<TimeSection>	Bidding times
timeSection	String	The transaction time zone

The fields of TimeSection are described as follows:

Name	Type	Description
start	long	Start time
end	long	End time

Example

FutureTradingDateResponse response = client.execute(FutureTradingDateRequest.newRequest("ES2203", System.currentTimeMillis()));
System.out.println(response.getFutureTradingDateItem());

Response example

FutureTradingDateItem{biddingTimes=[TimeSection{start=1644873300000, end=1644874200000}], tradingTimes=[TimeSection{start=1644793200000, end=1644873300000}, TimeSection{start=1644874200000 , end=1644876000000}], timeSection='America/Chicago' }

Get futures K-line data

Corresponding request class: FutureKlineRequest

Description

It provides daily K-line data of popular contracts in the past 10 years, as well as minute-level data of all contracts from August 2017 to the present.

The returned result is a collection of data in reverse chronological order starting from endTime.

For the 1-minute K-line, if there is no transaction within this 1 minute, the K-line data of this minute will be blank; the interface can only pull the K-line data of this 1 minute after there is a transaction within the latest minute. The first transaction is generated at 50 seconds, and the latest data cannot be pulled before 50 seconds.

Parameters

Parameter	Type	Required	Description
contractCodes	List<String>	Yes	Contract code list, support to query the main contract, such as CL1901/CLmain
kType	FutureKType	No	K line period, value range: "min", "3min", "5min", "10min", "15min", "30min", "45min", "60min", "2hour", "3hour", "4hour", "6hour", "day", "week", "month"
beginTime	String	No	Start time (inclusive)
endTime	String	No	End time (exclusive)
zoneId	TimeZoneId	No	Description of the timezone used
limit	Integer	No	Request limit, default: 200, maximum: 1000

Additional Methods

public void withPageToken(String pageToken) {
    if (apiModel != null && apiModel instanceof FutureKlineModel) {
      FutureKlineModel model = (FutureKlineModel)this.getApiModel();
      model.setPageToken(pageToken);
    }
  }

Response

List of FutureKlineBatchItem objects

The specific fields of FutureKlineBatchItem are described as follows:

Name	Type	Description
contractCode	String	contract code
nextPageToken	String	Query the token of the next page (only supports a single contract code, it is valid only when endTime is not null and -1), and returns null if there is no more data
items	List<FutureKlineItem>	K-line array, please refer to the description below for the fields

The attributes of FutureKlineItem are as follows:

Name	Type	Description
time	long	Time
lastTime	long	The transaction time of the latest price
open	BigDecimal	Opening price
close	BigDecimal	Closing price
high	BigDecimal	Highest price
low	BigDecimal	Lowest price
volume	long	Volume
openInterest	long	Amount of open interest
settlement	BigDecimal	Settlement price, returns 0 if no settlement price is generated

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1901");

FutureKlineResponse response = client. execute(
     FutureKlineRequest.newRequest(contractCodes, FutureKType.min15, 1535634249489L,
         1538807049489L, 200));
System.out.println(response.getFutureKlineItems());

Response example

{
         "code": 0,
         "timestamp": 1545105097358,
         "message": "success",
         "data": [{
                 "contractCode": "CL1901",
                 "items": [{
                                 "lastTime": 1545083998000,
                                 "volume": 124206,
                                 "high": 51.87,
                                 "openInterest": 90329,
                                 "low": 4901,
                                 "time": 1545084000000,
                                 "close": 49.16,
                                 "open": 51.25,
                                 "settlement": 49.88
                         },
                         {
                                 "lastTime": 1544824796000,
                                 "volume": 434074,
                                 "high": 52.95,
                                 "openInterest": 131753,
                                 "low": 5084,
                                 "time": 1544824800000,
                                 "close": 51.23,
                                 "open": 52.83,
                                 "settlement": 51.2
                         },
                         {
                                 "lastTime": 1544738399000,
                                 "volume": 593178,
                                 "high": 53.27,
                                 "openInterest": 186783,
                                 "low": 5035,
                                 "time": 1544738400000,
                                 "close": 52.85,
                                 "open": 51.2,
                                 "settlement": 52.58
                         }
                 ]
         }]
}

PageToken Example

     List<String> contractCodes = new ArrayList<>();
     contractCodes.add("NGmain");
     // pagetoken only for single symbol and specified endTime
     FutureKlineRequest request = FutureKlineRequest.newRequest(contractCodes, FutureKType.day,
         1650920400000L, 1651870900000L, 3);

     int count = 1;
     while (true) {
       FutureKlineResponse response = client. execute(request);
       System.out.println("search time:" + count + ", success:" + response.isSuccess() + ", msg:" + response.getMessage());
       if (!response. isSuccess()) {
         break;
       }
       System.out.println(response.getFutureKlineItems());
       if (response. getFutureKlineItems(). size() == 0) {
         break;
       }
       String nextPageToken = response.getFutureKlineItems().get(0).getNextPageToken();
       if (nextPageToken == null) {
         break;
       }
       count++;
       // 10 times per minute
       try {
         TimeUnit. SECONDS. sleep(6);
       } catch (InterruptedException e) {
         e.printStackTrace();
       }
       // set nextPageToken and search next page data
       request.withPageToken(nextPageToken);
     }

Futures real-time market

Request: FutureRealTimeQuoteRequest

Description

Get real-time futures quotes

Parameters

Parameter	Type	Required	Description
contractCodes	List<String>	Yes	Contract code list, support to query the main contract, such as CL1901/CLmain

Response

List of FutureRealTimeItem objects

The specific fields of FutureRealTimeItem are described as follows:

Name	Type	Description
contractCode	String	contract code
latestPrice	BigDecimal	latest transaction price
latestSize	Long	the volume of the latest price
latestTime	Long	The transaction time of the latest price
bidPrice	BigDecimal	bid price (first file)
askPrice	BigDecimal	ask price (one file)
bidSize	Long	Bid size (one level)
askSize	Long	Amount of sell orders (one file)
openInterest	Long	amount of open interest
volume	Long	Cumulative number of lots traded on the day
open	BigDecimal	opening price
high	BigDecimal	highest price
low	BigDecimal	lowest price
settlement	BigDecimal	settlement price, returns 0 if no settlement price is generated
limitUp	BigDecimal	limit up price
limitDown	BigDecimal	limit down price

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureRealTimeQuoteResponse response = client.execute(FutureRealTimeQuoteRequest.newRequest(contractCodes));
System.out.println(response.getFutureRealTimeItems());

Response example

{
     "code": 0,
     "timestamp": 1545102059229,
     "message": "success",
     "data": [{
         "contractCode": "CN1901",
         "askPrice": 49.4,
         "askSize": 2,
         "bidPrice": 49.39,
         "bidSize": 4,
         "latestSize": 1,
         "latestPrice": 49.39,
         "volume": -18140,
         "openInterest": 72189,
         "settlement": 49.88,
         "high": 49.59,
         "low": 49.14,
         "latestTime": 1545102035000,
         "open": 49.16,
         "limitUp": 55.88,
         "limitDown": 43.88
     }]
}

Get futures tick-by-tick data

Request: FutureTickRequest

Description

Obtain futures transaction data by ticks. The index resets to 0 every day at 6:00 AM China Standard Time. The previous day's tick data is cleared one minute before the earliest session (auction or trading). New tick data is registered after the new trading session starts. This reset only occurs once per trading day, i.e. multiple trading sessions within the same trading day do not trigger additional resets.

Note: Once the previous day's tick data is cleared, it is no longer accessible via the API.

For example: The GC2504 tick data will be accessible up until 5:59 AM but will be reset to index 0 at 6:00 AM.

Parameters

Parameter	Type	Required	Description
contractCode	String	Yes	Futures contract code, such as: CL1901
beginIndex	long	No	Starting index, beginIndex and endIndex can be set to -1 when the first request is made, the first request will return the latest item-by-item data, subsequent upload the latest index value +1 returned last time
endIndex	long	No	End index, If the difference between the end index and the start index is greater than 1000, it will return a maximum of 1000. When either the end index or the start index is set to -1, the query will be started from the end other than -1, and limit items of item-by-item data will be returned.
limit	int	No	The default is 200, the maximum limit is 1000

begin_index and end_index parameter usage instructions

Query method	beginIndex	endIndex	Description
Check records one by one from front to back	Specific value	-1	For example: beginIndex=10, endIndex=-1, limit=20, return 20 records from 10 to 29.
Query record by record from back to front	-1	Specific value	For example: beginIndex=-1, endIndex=29, limit=20, return 20 records from 10 to 29.
Query the latest record by record	-1	-1	Return the latest record by limit.
Query interval index	specific value	specific value	For example: beginIndex=10, endIndex=100, 91 records including 10 to 100 will be returned. If limit is set to 20, 20 records from 10 to 29 will be returned.

Response

FutureTickBatchItem object

The specific fields of FutureTickBatchItem are described as follows:

Name	Type	Description
contractCode	String	Contract code
items	List<FutureTickItem>	Future ticks

The specific fields of FutureTickItem are described as follows:

Name	Type	Description
index	long	index
price	BigDecimal	Transaction price
volume	long	Volume
time	long	Time

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureTickResponse response = client.execute(FutureTickRequest.newRequest("CL2209", 10L, 100L,20));
System.out.println(response.getFutureTickItems());

Response example

{
"code": 0,
"data": {
"contractCode": "CL2209",
"items": [{
"index": 10,
"price": 87.91,
"time": 1660600802000,
"volume": 6
}, {
"index": 11,
"price": 87.90,
"time": 1660600802000,
"volume": 1
}, {
"index": 12,
"price": 87.93,
"time": 1660600802000,
"volume": 1
}, {
"index": 13,
"price": 87.91,
"time": 1660600803000,
"volume": 4
}, {
"index": 14,
"price": 87.89,
"time": 1660600804000,
"volume": 1
}, {
"index": 15,
"price": 87.90,
"time": 1660600804000,
"volume": 1
}, {
"index": 16,
"price": 87.92,
"time": 1660600804000,
"volume": 2
}, {
"index": 17,
"price": 87.91,
"time": 1660600804000,
"volume": 1
}, {
"index": 18,
"price": 87.93,
"time": 1660600805000,
"volume": 8
}, {
"index": 19,
"price": 87.93,
"time": 1660600805000,
"volume": 10
}, {
"index": 20,
"price": 87.93,
"time": 1660600805000,
"volume": 7
}, {
"index": 21,
"price": 87.93,
"time": 1660600805000,
"volume": 8
}, {
"index": 22,
"price": 87.93,
"time": 1660600805000,
"volume": 7
}, {
"index": 23,
"price": 87.95,
"time": 1660600806000,
"volume": 1
}, {
"index": 24,
"price": 87.94,
"time": 1660600806000,
"volume": 1
}, {
"index": 25,
"price": 87.95,
"time": 1660600807000,
"volume": 1
}, {
"index": 26,
"price": 87.98,
"time": 1660600807000,
"volume": 1
}, {
"index": 27,
"price": 87.99,
"time": 1660600807000,
"volume": 1
}, {
"index": 28,
"price": 88.00,
"time": 1660600807000,
"volume": 1
}, {
"index": 29,
"price": 87.97,
"time": 1660600807000,
"volume": 2
}]
},
"message": "success",
"sign": "llqaLoA5mQZN+nx1pGq5/mp1Ds5Z77uCvD+wM4TM7jtyvW",
"success": true,
"timestamp": 1660620843648
}

Get futures main's historical contract codes

Request: FutureHistoryMainContractRequest

Description

Get futures main's historical contract codes

Parameters

Parameter	Type	Required	Description
contractCodes	List<String>	Yes	futures code list
beginTime	Long/String	Yes	Begin time(exclude), millisecond timestamp
endTime	Long/String	Yes	End time(include), millisecond timestamp
zoneId	TimeZoneId	No	Description of the timezone used

ResponseFutureHistoryMainContractItem object list

Structured as below:

Name	Type	Description
contractCode	String	Futures main contract code
mainReferItems	List<FutureHistoryContractItem>	List of historical futures contract code

FutureHistoryContractItem object has the following attributes：

Name	Type	Description
time	long	timestamp
referContractCode	String	Futures main's historical contract code

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("ESmain");
FutureHistoryMainContractRequest request = FutureHistoryMainContractRequest.newRequest(contractCodes,
  "2023-06-01", "2023-10-05", TimeZoneId.NewYork);
FutureHistoryMainContractResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println(response.getMessage());
}

Response Example

{
    "code":0,
    "data":[
        {
            "contractCode":"ESmain",
            "mainReferItems":[
                {
                    "referContractCode":"ES2312",
                    "time":1696453200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696366800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696280400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696021200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695934800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695848400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695762000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695675600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695416400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695330000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695243600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695157200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695070800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694811600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694725200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694638800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694552400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694466000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694206800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694120400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694034000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693947600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693602000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693515600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693429200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693342800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693256400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692997200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692910800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692824400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692738000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692651600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692392400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692306000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692219600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692133200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692046800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691787600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691701200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691614800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691528400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691442000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691182800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691096400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691010000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690923600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690837200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690578000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690491600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690405200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690318800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690232400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689973200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689886800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689800400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689714000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689627600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689368400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689282000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689195600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689109200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689022800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688763600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688677200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688590800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688404500000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688158800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688072400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687986000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687899600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687813200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687554000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687467600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687381200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687294800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686949200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686862800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686776400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686690000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686603600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686344400000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686258000000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686171600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686085200000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685998800000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685739600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685653200000
                }
            ]
        }
    ],
    "message":"success",
    "sign":"H/m3GVmsGstQNJxnQrF4nNwkJ3EBJEIBTHMdxzvRKVdM5XtB+PhxlVJBSYclHSRkFn13ckgEr13pzGTrGYjM7cT5zXTTNn0wS0WtVsJoycaUoWqr8KT8P6B6cHq0Sj5LVA5nZlNpno33dplWMWNX3urDf6OiGtQ6J9/ZJcZnvxM=",
    "success":true,
    "timestamp":1696499214141
}

Futures

# Get the list of futures exchanges

# Query the futures contract according to the contract code

# Get the tradable contracts under the exchange

# Query all contracts of the specified symbol

# Query the continuous contract of the specified symbol

# Query the current contract of the specified symbol

# Query the trading time of the specified futures contract

# Get futures K-line data

# Futures real-time market

# Get futures tick-by-tick data

# Get futures main's historical contract codes

Get the list of futures exchanges

Query the futures contract according to the contract code

Get the tradable contracts under the exchange

Query all contracts of the specified symbol

Query the continuous contract of the specified symbol

Query the current contract of the specified symbol

Query the trading time of the specified futures contract

Get futures K-line data

Futures real-time market

Get futures tick-by-tick data

Get futures main's historical contract codes